He got the gold for the gold leaf by selling empty space to people as works of art. The purchasers had to buy the nothingness using gold. In return they got a signed certificate of ownership.

Klein then continued the work by meeting up by the River Seine with any buyer prepared to burn their certificate. They burned it and Klein threw half the gold into the Seine – to return some balance to the world. He used the rest of the gold to make gold leaf to use in his work as shown here.